+127.4%
EXPE vs ALC
+21.6%
+105.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.0% | -5.9% | -6.7% |
| 7D | -9.8% | -3.7% | -6.1% | -7.6% |
| 30D | -11.5% | -3.7% | -7.8% | -9.4% |
| 3M | +21.7% | +4.6% | +17.2% | +18.4% |
| 6M | +10.4% | -14.6% | +25.0% | +20.2% |
| YTD | -2.5% | -11.9% | +9.3% | +3.8% |
| 1Y | +27.3% | -13.1% | +40.5% | +36.4% |
| 3Y | +153.5% | -15.0% | +168.5% | +163.8% |
| 5Y | +91.1% | -16.2% | +107.3% | +95.8% |
| All | +127.4% | +21.6% | +105.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling